Fair Value Measurements - Additional information about assets and liabilities measured at fair value on a recurring basis (Details) (USD $) In Thousands, unless otherwise specified	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Corporate
Level 3 assets
Balance, beginning of period	$ 31,573	$ 30,098
Realized gains (losses)	199	4
Movement in unrealized gains (losses)	(128)	766
Purchases and issuances	3,759	10,691
Sales	0	(71)
Settlements	(6,543)	(7,274)
Transfers into Level 3	766	0
Transfers out of Level 3	(23,732)	(2,641)
Fixed maturities to short term investments classification change	0	0
Balance, end of period	5,894	31,573
Movement in total gains (losses) above relating to instruments still held at the reporting date	60	845
RMBS - Agency
Level 3 assets
Balance, beginning of period	10,473	32,005
Realized gains (losses)	5	10
Movement in unrealized gains (losses)	(18)	(23)
Purchases and issuances	120	0
Sales	0	(535)
Settlements	(3,205)	(3,349)
Transfers into Level 3	0	0
Transfers out of Level 3	(5,465)	(17,635)
Fixed maturities to short term investments classification change	0	0
Balance, end of period	1,910	10,473
Movement in total gains (losses) above relating to instruments still held at the reporting date	(12)	(27)
RMBS - Non-Agency
Level 3 assets
Balance, beginning of period	9	116
Realized gains (losses)	1	(1)
Movement in unrealized gains (losses)	1	(1)
Purchases and issuances	0	3,326
Sales	0	0
Settlements	(11)	(105)
Transfers into Level 3	0	0
Transfers out of Level 3	0	(3,326)
Fixed maturities to short term investments classification change	0	0
Balance, end of period	0	9
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	(1)
CMBS
Level 3 assets
Balance, beginning of period	12,533	25,347
Realized gains (losses)	3	3
Movement in unrealized gains (losses)	(3)	(68)
Purchases and issuances	1,376	0
Sales	0	0
Settlements	(12,533)	(12,749)
Transfers into Level 3	0	0
Transfers out of Level 3	(1,376)	0
Fixed maturities to short term investments classification change	0	0
Balance, end of period	0	12,533
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	(65)
Collateralized debt obligations ('CDO') [Member]
Level 3 assets
Balance, beginning of period	710,253	701,736
Realized gains (losses)	3,781	4,364
Movement in unrealized gains (losses)	11,604	37,916
Purchases and issuances	185,710	136,035
Sales	(48,313)	(48,226)
Settlements	(175,077)	(121,572)
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Fixed maturities to short term investments classification change	0	0
Balance, end of period	687,958	710,253
Movement in total gains (losses) above relating to instruments still held at the reporting date	14,432	39,259
Other asset-backed securities
Level 3 assets
Balance, beginning of period	11,877	18,128
Realized gains (losses)	(7)	848
Movement in unrealized gains (losses)	65	1,691
Purchases and issuances	5,182	21,686
Sales	0	(15,711)
Settlements	(5,705)	(8,259)
Transfers into Level 3	0	0
Transfers out of Level 3	(6,124)	(6,506)
Fixed maturities to short term investments classification change	0	0
Balance, end of period	5,288	11,877
Movement in total gains (losses) above relating to instruments still held at the reporting date	57	(515)
Non-U.S. Sovereign Government, Provincial, Supranational, and Government-Related/Supported [Member]
Level 3 assets
Balance, beginning of period	0	0
Realized gains (losses)	0	0
Movement in unrealized gains (losses)	0	0
Purchases and issuances	0	0
Sales	0	0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Fixed maturities to short term investments classification change	0	0
Balance, end of period	0	0
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	0
Short-term investments
Level 3 assets
Balance, beginning of period	2,015	0
Realized gains (losses)	0	(17)
Movement in unrealized gains (losses)	(15)	15
Purchases and issuances	0	2,017
Sales	0	0
Settlements	(2,000)	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Fixed maturities to short term investments classification change	0	0
Balance, end of period	0	2,015
Movement in total gains (losses) above relating to instruments still held at the reporting date	0	(2)
Other investments
Level 3 assets
Balance, beginning of period	113,472	115,272
Realized gains (losses)	12,676	7,545
Movement in unrealized gains (losses)	538	4,095
Purchases and issuances	59,401	18,340
Sales	0	(1,237)
Settlements	(25,498)	(30,543)
Transfers into Level 3	24,494	0
Transfers out of Level 3		0
Fixed maturities to short term investments classification change	0	0
Balance, end of period	185,083	113,472
Movement in total gains (losses) above relating to instruments still held at the reporting date	13,212	10,750
Derivative Contracts - Net
Level 3 liabilities
Balance, beginning of period	(29,110)	(36,247)
Realized gains (losses)	0	0
Movement in unrealized gains (losses)	(19,346)	(7,137)
Purchases and issuances	0	0
Sales	0	0
Settlements	0	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Balance, end of period	(9,764)	(29,110)
Movement in total gains (losses) above relating to instruments still held at the reporting date	$ 19,346	$ 7,137